On the bail-out optimal dividend problem (Q1626508): Difference between revisions

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+On the optimal dividend problem for a spectrally negative Lévy process
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+Controlled diffusion models for optimal dividend pay-out
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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+On the refracted-reflected spectrally negative Lévy processes
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+Optimal dividends in the dual model under transaction costs
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+Equilibrium dividend strategy with non-exponential discounting in a dual model
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+On the optimal dividend problem for insurance risk models with surplus-dependent premiums
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+Optimal dividends and capital injections in the dual model with a random time horizon
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+Refracted Lévy processes
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
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+On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
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+Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
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+Precautionary measures for credit risk management in jump models
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
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